Andrew; That's great!
Do I need to call glp_delete_prob() after each LP subproblem? Thanks - Jeff -----Original Message----- From: Andrew Makhorin [mailto:[email protected]] Sent: Monday, April 25, 2011 11:15 AM To: Kelly, Jeff (ON0F) Cc: [email protected] Subject: Re: [Help-glpk] Calling GLPK successively/iteratively/recurisvelyfor nonlinear problems. > I am wondering if anybody calls GLPK > iteratively/successively/recursively to solve nonlinear problems > similar to a sequential linear programming algorithm? > > My concern is calling GLPK multiple times where each LP subproblem is > technically unrelated to a previous major iteration but successive > calls to glp_set_row_bnds(), glp_set_col_bnds(),glp_set_obj_coef() and > glp_load_matrix() are required. > > Although the structure of the LP subproblems do not change from major > iteration to major iteration i.e., only the row/column bounds and > objective/matrix coefficients change, I am wondering if there would be > any problems using GLPK for this? > > Presumably if I call glp_delete_prob() after each major iteration has > completed, then theoretically there should be no problem other than > the overhead of setting up the LP subproblem each time. > > Any comments on this would be appreciated - Jeff > There should no problem. You can create arbitrary number of glp_prob objects, if necessary, and work with all of them at the same time. All glpk problem creation/modification routines are efficient in the sense that they take a time that depends on the input size linearly or logarithmically. _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
